The following pages link to The Stationary Bootstrap (Q4323559):
Displaying 50 items.
- Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (Q97737) (← links)
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Asymptotic and bootstrap inference for inequality and poverty measures (Q288352) (← links)
- Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses'' (Q289228) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Term structure of risk under alternative econometric specifications (Q292020) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690) (← links)
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Confidence intervals for probability density functions under associated samples (Q434564) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- A nonlinear model for predicting interannual changes in Calanus finmarchicus abundance in the gulf of maine (Q486016) (← links)
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Browndye: A software package for Brownian dynamics (Q548955) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- Composite likelihood-based inferences on genetic data from dependent loci (Q663122) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Developing new portfolio strategies by aggregation (Q827154) (← links)
- Technical trading and cryptocurrencies (Q829142) (← links)
- Neural networks in financial trading (Q829154) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)